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Poster
On Learning Ising Models under Huber's Contamination Model
Adarsh Prasad · Vishwak Srinivasan · Sivaraman Balakrishnan · Pradeep Ravikumar

Wed Dec 09 09:00 PM -- 11:00 PM (PST) @ Poster Session 4 #1186
in Poster Session 5 »

We study the problem of learning Ising models in a setting where some of the samples from the underlying distribution can be arbitrarily corrupted. In such a setup, we aim to design statistically optimal estimators in a high-dimensional scaling in which the number of nodes p, the number of edges k and the maximal node degree d are allowed to increase to infinity as a function of the sample size n. Our analysis is based on exploiting moments of the underlying distribution, coupled with novel reductions to univariate estimation. Our proposed estimators achieve an optimal dimension independent dependence on the fraction of corrupted data in the contaminated setting, while also simultaneously achieving high-probability error guarantees with optimal sample-complexity. We corroborate our theoretical results by simulations.

Author Information

Adarsh Prasad (Carnegie Mellon University)
Vishwak Srinivasan (Carnegie Mellon University)
Sivaraman Balakrishnan (Carnegie Mellon University)
Pradeep Ravikumar (Carnegie Mellon University)

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